INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
25 Feb 2026 02:26 PM IST
| INDUSINDBK 30-MAR-2026 930 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.08
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 939.00 | 35.2 | 3.15 | 23.14 | 781 | 96 | 457 | |||||||||
| 24 Feb | 931.40 | 32.55 | 5.1 | 23.85 | 1,355 | 35 | 360 | |||||||||
| 23 Feb | 919.75 | 27 | -6.3 | 24.24 | 624 | 176 | 325 | |||||||||
| 20 Feb | 926.05 | 32.55 | 1.4 | 25.55 | 413 | 53 | 151 | |||||||||
| 19 Feb | 927.35 | 31 | -13.55 | 21.93 | 156 | 84 | 89 | |||||||||
| 18 Feb | 944.65 | 44.55 | -0.45 | 25.22 | 21 | 6 | 8 | |||||||||
| 17 Feb | 943.80 | 45 | 6 | 25.43 | 6 | 1 | 1 | |||||||||
| 16 Feb | 931.90 | 39 | -13.3 | 25.81 | 2 | 1 | 1 | |||||||||
| 13 Feb | 926.05 | 52.3 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 12 Feb | 922.70 | 52.3 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 11 Feb | 925.00 | 52.3 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
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| 10 Feb | 927.60 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 927.90 | 52.3 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 6 Feb | 903.60 | 52.3 | 0 | 1.01 | 0 | 0 | 0 | |||||||||
| 5 Feb | 914.40 | 52.3 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 4 Feb | 921.30 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 922.40 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 910.25 | 52.3 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 1 Feb | 895.60 | 52.3 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 30 Jan | 896.10 | 52.3 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
| 29 Jan | 898.40 | 52.3 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 28 Jan | 901.70 | 52.3 | 0 | 1.1 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 930 expiring on 30MAR2026
Delta for 930 CE is 0.62
Historical price for 930 CE is as follows
On 25 Feb INDUSINDBK was trading at 939.00. The strike last trading price was 35.2, which was 3.15 higher than the previous day. The implied volatity was 23.14, the open interest changed by 96 which increased total open position to 457
On 24 Feb INDUSINDBK was trading at 931.40. The strike last trading price was 32.55, which was 5.1 higher than the previous day. The implied volatity was 23.85, the open interest changed by 35 which increased total open position to 360
On 23 Feb INDUSINDBK was trading at 919.75. The strike last trading price was 27, which was -6.3 lower than the previous day. The implied volatity was 24.24, the open interest changed by 176 which increased total open position to 325
On 20 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 32.55, which was 1.4 higher than the previous day. The implied volatity was 25.55, the open interest changed by 53 which increased total open position to 151
On 19 Feb INDUSINDBK was trading at 927.35. The strike last trading price was 31, which was -13.55 lower than the previous day. The implied volatity was 21.93, the open interest changed by 84 which increased total open position to 89
On 18 Feb INDUSINDBK was trading at 944.65. The strike last trading price was 44.55, which was -0.45 lower than the previous day. The implied volatity was 25.22, the open interest changed by 6 which increased total open position to 8
On 17 Feb INDUSINDBK was trading at 943.80. The strike last trading price was 45, which was 6 higher than the previous day. The implied volatity was 25.43, the open interest changed by 1 which increased total open position to 1
On 16 Feb INDUSINDBK was trading at 931.90. The strike last trading price was 39, which was -13.3 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 1
On 13 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 12 Feb INDUSINDBK was trading at 922.70. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 11 Feb INDUSINDBK was trading at 925.00. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 10 Feb INDUSINDBK was trading at 927.60. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb INDUSINDBK was trading at 927.90. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INDUSINDBK was trading at 903.60. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INDUSINDBK was trading at 914.40. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 4 Feb INDUSINDBK was trading at 921.30. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INDUSINDBK was trading at 922.40. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb INDUSINDBK was trading at 910.25. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INDUSINDBK was trading at 895.60. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 30 Jan INDUSINDBK was trading at 896.10. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 29 Jan INDUSINDBK was trading at 898.40. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 28 Jan INDUSINDBK was trading at 901.70. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30MAR2026 930 PE | |||||||
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Delta: -0.4
Vega: 1.09
Theta: -0.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 939.00 | 23.65 | -2.1 | 28.15 | 695 | 84 | 526 |
| 24 Feb | 931.40 | 25.5 | -7.55 | 27.05 | 694 | 127 | 439 |
| 23 Feb | 919.75 | 33.4 | 2.65 | 28.88 | 341 | 75 | 313 |
| 20 Feb | 926.05 | 30.05 | -1.85 | 27.1 | 544 | 40 | 238 |
| 19 Feb | 927.35 | 32 | 8.5 | 30.02 | 453 | 182 | 204 |
| 18 Feb | 944.65 | 23.8 | -3.2 | 28.06 | 30 | 20 | 22 |
| 17 Feb | 943.80 | 27 | -50.8 | 30.3 | 2 | 1 | 1 |
| 16 Feb | 931.90 | 77.8 | 0 | 1.25 | 0 | 0 | 0 |
| 13 Feb | 926.05 | 77.8 | 0 | 0.74 | 0 | 0 | 0 |
| 12 Feb | 922.70 | 77.8 | 0 | 0.46 | 0 | 0 | 0 |
| 11 Feb | 925.00 | 77.8 | 0 | 0.71 | 0 | 0 | 0 |
| 10 Feb | 927.60 | 77.8 | 0 | 0.84 | 0 | 0 | 0 |
| 9 Feb | 927.90 | 77.8 | 0 | 1.05 | 0 | 0 | 0 |
| 6 Feb | 903.60 | 77.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 914.40 | 77.8 | 0 | 0.11 | 0 | 0 | 0 |
| 4 Feb | 921.30 | 77.8 | 0 | 0.45 | 0 | 0 | 0 |
| 3 Feb | 922.40 | 77.8 | 0 | 0.6 | 0 | 0 | 0 |
| 2 Feb | 910.25 | 77.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 895.60 | 77.8 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 896.10 | 77.8 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 898.40 | 77.8 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 901.70 | 77.8 | 0 | 0 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 930 expiring on 30MAR2026
Delta for 930 PE is -0.4
Historical price for 930 PE is as follows
On 25 Feb INDUSINDBK was trading at 939.00. The strike last trading price was 23.65, which was -2.1 lower than the previous day. The implied volatity was 28.15, the open interest changed by 84 which increased total open position to 526
On 24 Feb INDUSINDBK was trading at 931.40. The strike last trading price was 25.5, which was -7.55 lower than the previous day. The implied volatity was 27.05, the open interest changed by 127 which increased total open position to 439
On 23 Feb INDUSINDBK was trading at 919.75. The strike last trading price was 33.4, which was 2.65 higher than the previous day. The implied volatity was 28.88, the open interest changed by 75 which increased total open position to 313
On 20 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 30.05, which was -1.85 lower than the previous day. The implied volatity was 27.1, the open interest changed by 40 which increased total open position to 238
On 19 Feb INDUSINDBK was trading at 927.35. The strike last trading price was 32, which was 8.5 higher than the previous day. The implied volatity was 30.02, the open interest changed by 182 which increased total open position to 204
On 18 Feb INDUSINDBK was trading at 944.65. The strike last trading price was 23.8, which was -3.2 lower than the previous day. The implied volatity was 28.06, the open interest changed by 20 which increased total open position to 22
On 17 Feb INDUSINDBK was trading at 943.80. The strike last trading price was 27, which was -50.8 lower than the previous day. The implied volatity was 30.3, the open interest changed by 1 which increased total open position to 1
On 16 Feb INDUSINDBK was trading at 931.90. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 13 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 12 Feb INDUSINDBK was trading at 922.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 11 Feb INDUSINDBK was trading at 925.00. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 10 Feb INDUSINDBK was trading at 927.60. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 9 Feb INDUSINDBK was trading at 927.90. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INDUSINDBK was trading at 903.60. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INDUSINDBK was trading at 914.40. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 4 Feb INDUSINDBK was trading at 921.30. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INDUSINDBK was trading at 922.40. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 2 Feb INDUSINDBK was trading at 910.25. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INDUSINDBK was trading at 895.60. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan INDUSINDBK was trading at 896.10. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan INDUSINDBK was trading at 898.40. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan INDUSINDBK was trading at 901.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
